+245.3%
HD vs ALK
-41.4%
+286.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -1.2% | +2.6% | -3.7% | -1.8% |
| 30D | +20.9% | +7.8% | +13.1% | +18.6% |
| 3M | -0.2% | -15.2% | +15.1% | +3.5% |
| 6M | +14.5% | +5.0% | +9.5% | +12.2% |
| YTD | +4.3% | -18.4% | +22.7% | +7.1% |
| 1Y | -3.5% | -2.4% | -1.1% | -5.2% |
| 3Y | +30.1% | +19.8% | +10.4% | +15.6% |
| 5Y | +8.5% | -27.8% | +36.2% | +6.9% |
| 10Y | +245.3% | -42.0% | +287.2% | +209.4% |
| All | +245.3% | -41.4% | +286.7% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling